/// <summary>
/// Update and save new OHLC data if needed
/// </summary>
/// <param name="cpts"></param>
private void UpdateAndSaving(CurrencyPairTimeSeries cpts)
{
bool doSave = true;
if (OHLCData.ContainsKey(cpts.GetTimeSeriesKey()))
{
DateTime lastDate = StaticLibrary.UnixTimeStampToDateTime(OHLCData[cpts.GetTimeSeriesKey()].Last().Time);
if (DateTime.UtcNow.Subtract(lastDate).TotalSeconds > 2 * cpts.Freq.GetFrequency(inSecs: true))
{
if (UseInternet)
{
UpdateData(cpts);
}
}
else
{
doSave = false;
}
}
else
{
throw new NotImplementedException("You should have loaded the data before you got there (readed from csv or downloaded)");
}
if (doSave && SaveableFrequency(cpts.Freq))
{
SaveOHLC(cpts);
}
}
/// <summary>
/// Create, Update and Save OHLC data as much as needed
/// </summary>
/// <param name="cpts"></param>
private void LoadOHLCCore(CurrencyPairTimeSeries cpts)
{
CurrencyPair ccyPair = cpts.CurPair;
Frequency freq = cpts.Freq;
if (OHLCData.ContainsKey(cpts.GetTimeSeriesKey()))
{
UpdateAndSaving(cpts);
}
else
{
if (SaveableFrequency(freq) && File.Exists(GetOHLCLibraryPath(ccyPair, freq)))
{
OHLCData[cpts.GetTimeSeriesKey()] = ReadOHLC(ccyPair, freq).Pairs[ccyPair.GetRequestID()];
UpdateAndSaving(cpts);
}
else
{
OHLCData[cpts.GetTimeSeriesKey()] = GetKrakenOHLC(ccyPair, freq).Pairs[ccyPair.GetRequestID()];
SaveOHLC(cpts);
}
}
}
/// <summary>
/// Add to loaded OHLC data the new information from Kraken
/// </summary>
/// <param name="cpts"></param>
private void UpdateData(CurrencyPairTimeSeries cpts)
{
string cpID = cpts.CurPair.GetRequestID();
List <OHLC> newData = GetKrakenOHLC(cpts.CurPair, cpts.Freq).Pairs[cpts.CurPair.GetRequestID()];
List <OHLC> currentData = OHLCData[cpts.GetTimeSeriesKey()];
int lastDate = currentData.Last().Time;
foreach (OHLC item in newData)
{
if (lastDate < item.Time)
{
currentData.Add(item);
}
}
}
/// <summary>
/// Write additional OHLC information locally
/// </summary>
/// <param name="cpts"></param>
private void SaveOHLC(CurrencyPairTimeSeries cpts)
{
string pathLib = GetOHLCLibraryPath(cpts.CurPair, cpts.Freq);
this.PublishInfo($"Saving OHLC: {cpts.CurPair.ToString()} {cpts.Freq.ToString()}");
StringBuilder sb = new StringBuilder();
sb.AppendLine("Time,Open,High,Low,Close,Volume,Vwap,Count");
foreach (OHLC item in OHLCData[cpts.GetTimeSeriesKey()])
{
//Console.WriteLine($"Saving data: {UnixTimeStampToDateTime(item.Time)}");
if (StaticLibrary.UnixTimeStampToDateTime(item.Time + cpts.Freq.GetFrequency(true)) < DateTime.UtcNow)
{
sb.AppendLine($"{item.Time},{item.Open},{item.High},{item.Low},{item.Close},{item.Volume},{item.Vwap},{item.Count}");
}
else
{
this.PublishInfo($"Stopped at line: {StaticLibrary.UnixTimeStampToDateTime(item.Time)}");
}
}
File.WriteAllText(pathLib, sb.ToString());
}